Do a quick google search on your words. Yahoo multi messenger.
A multitude of options come up, all easy to install and run.

Ive used one called Digsby in the past. It lets you run MSN, Yahoo, Facebook mesenger, ICQ - all from 1 place. I dont like the interface tho so I went back to the originals.
I'm not a big fan of having multiple accounts in chat apps anyway. It smells of duplicity to me, but I'm sure there are some with valid reasons.